Time series analyis |
Open Source | |
| AC | Accelerator Oscillator | ✔ |
| ADO | Accumulation/Distribution Oscillator | ✔ |
| AGC | Automatic gain control | ✔ |
| ADX | Average Directional Movement Index | ✔ |
| ADXR | Average Directional Movement Rating | ✔ |
| Alligator | Alligator 3-line indicator | ✔ |
| ALMA | Arnaud Legoux Moving Average | ✔ |
| Amplitude | Amplitude of series | ✔ |
| AO | Awesome Oscillator | ✔ |
| APO | Absolute Price Oscillator | ✔ |
| Aroon | Aroon Indicator | ✔ |
| AroonOsc | Aroon Oscillator | ✔ |
| ATR | Average True Range, original | ✔ |
| ATRS | Average True Range, simple MA | ✔ |
| AvgPrice | Average Price | ✔ |
| BandPass | Bandpass filter | |
| BBands | Bollinger Bands | ✔ |
| BBOsc | Bollinger Bands oscillator | ✔ |
| Beta | Beta value | ✔ |
| BOP | Balance Of Power | ✔ |
| Butterworth | Butterworth filter | ✔ |
| CBI | Cold Blood Index | |
| CCI | Commodity Channel Index | ✔ |
| CCYI | Correlation Cycle Indicator | ✔ |
| CCYIR | Correlation Cycle Indicator rate of change | ✔ |
| CCYIState | Correlation Cycle Market State | ✔ |
| ccyMax | Strongest Forex pair | ✔ |
| ccyMin | Weakest Forex pair | ✔ |
| ccyReset | Initialize currency strength | ✔ |
| ccySet | Define currency strength | ✔ |
| ccyStrength | Get currency strength | ✔ |
| CDL... | 60 traditional candle patterns | ✔ |
| CGOsc | Center Of Gravity oscillator | ✔ |
| ChandelierLong | Chandelier exit long | ✔ |
| ChandelierShort | Chandelier exit short | ✔ |
| Chikou | Ichimoku Chikou line | ✔ |
| CI | Choppiness Index | ✔ |
| CMO | Chande Momentum Oscillator | ✔ |
| concave | Curve concavity | |
| ConnorsRSI | Connors RSI indicator | ✔ |
| Coral | Coral indicator | ✔ |
| Correlation | Pearson correlation coefficient | ✔ |
| COT | Commitment Of Traders report | ✔ |
| COT_CommercialPos | COT commercials net position | ✔ |
| COT_CommercialIndex | COT index | ✔ |
| COT_OpenInterest | COT open interest | ✔ |
| Covariance | Covariance coefficient | ✔ |
| crossOver | Curve cross over | |
| crossOverF | Fuzzy cross over | |
| crossUnder | Curve cross under | |
| crossUnderF | Fuzzy cross under | |
| CTI | Correlation Trend Indicator | ✔ |
| dayClose | Day close | ✔ |
| dayHigh | Day high | ✔ |
| dayLow | Day low | ✔ |
| dayOpen | Day open | ✔ |
| dayPivot | Day pivot | ✔ |
| DChannel | Donchian Channel | ✔ |
| DCOsc | Donchian Channel Oscillator | ✔ |
| Decycle | Ehlers' Decycler | ✔ |
| DEMA | Double Exponential Moving Average | ✔ |
| Divergence | Pricve / Oscillator peak line divergence | ✔ |
| DominantPeriod | Fundamental price oscillation | |
| DominantPhase | Fundamental price phase | |
| DPO | Detrended Price Oscillator | ✔ |
| DX | Directional Movement Index | ✔ |
| EMA | Exponential Moving Average | ✔ |
| ER | Efficiency Ratio | ✔ |
| FIR3 | Finite Impulse Response filter, 3 taps | |
| FIR4 | Finite Impulse Response filter, 4 taps | |
| FIR6 | Finite Impulse Response filter, 6 taps | |
| falling | Curve falling | |
| fallingF | Curve falling, fuzzy | |
| findIdx | Find element | |
| Fisher | Fisher transform | ✔ |
| FisherInv | Inverse Fisher transform | ✔ |
| FisherN | Fisher transform with normalization | ✔ |
| FractalDimension | Fractal Dimension | ✔ |
| FractalHigh | High Fractal indicator | ✔ |
| FractalLow | Low Fractal indicator | ✔ |
| frechet | Frechet pattern detection | |
| Gauss | Gauss filter | |
| HAClose | Haiken Ashi Close | ✔ |
| HAHigh | Haiken Ashi High | ✔ |
| HALow | Haiken Ashi Low | ✔ |
| HAOpen | Haiken Ashi Open | ✔ |
| HH | Highest High | ✔ |
| HMA | Hull Moving Average | ✔ |
| HighPass | Wide highpass filter | |
| HighPass1 | 1-pole highpass filter | |
| HighPass2 | 2-pole highpass filter | ✔ |
| HTDcPeriod | Hilbert transform cycle period | ✔ |
| HTDcPhase | Hilbert transform cycle phase | ✔ |
| HTPhasor | Hilbert transform phasor components | ✔ |
| HTSine | Hilbert transform sine wave | ✔ |
| HTTrendline | Hilbert transform instantaneous trendline | ✔ |
| HTTrendMode | Hilbert transform trend indicator | ✔ |
| Hurst | Hurst exponent | ✔ |
| IBS | Internal Bar Strength | ✔ |
| Ichimoku | Ichimoku indicator | ✔ |
| KAMA | Kaufman Adaptive Moving Average | ✔ |
| KAMA2 | KAMA with individual settings | ✔ |
| Keltner | Keltner channel | ✔ |
| Laguerre | Laguerre lowpass filter | ✔ |
| line | Line position at a given bar | ✔ |
| LinearReg | Linear regression | ✔ |
| LinearRegAngle | Linear regression angle | ✔ |
| LinearRegIntercept | Linear regression intercept | ✔ |
| LinearRegSlope | Linear regression slope | ✔ |
| LL | Lowest Low | ✔ |
| LowPass | Lowpass filter | |
| LSMA | Least Squares Moving Average | ✔ |
| MACD | Moving Average Convergence/Divergence | ✔ |
| MACDExt | MACD with various MA types | ✔ |
| MACDFix | MACD with standard parameters | ✔ |
| MAMA | MESA Adaptive Moving Average | ✔ |
| MovingAverage | Moving Average with given type | ✔ |
| MovingAverage VariablePeriod |
Moving Average with variable period | ✔ |
| MatchIndex | Index of best match | ✔ |
| MaxVal | Highest value | ✔ |
| MaxIndex | Index of highest value | ✔ |
| Median | Median filter | |
| MedPrice | Center price of candle | ✔ |
| MidPoint | Center value of period | ✔ |
| MidPrice | Center price of period | ✔ |
| MinVal | Lowest value | ✔ |
| MinIndex | Index of lowest value | ✔ |
| MinMax | Lowest and highest values | ✔ |
| MinMaxIndex | Indexes of lowest and highest values | ✔ |
| MMI | Market Meanness Index | ✔ |
| MinusDI | Minus Directional Indicator | ✔ |
| MinusDM | Minus Directional Movement | ✔ |
| Mode | Most frequent value | ✔ |
| Mom | Momentum | ✔ |
| Moment | Mean, variance, skew, kurtosis | ✔ |
| MovingAverage | Moving Average with various MA types | ✔ |
| NATR | Normalized Average True Range | ✔ |
| Normalize | Normalize to -1 .. +1 | ✔ |
| NumInRange | Count ranges in interval | ✔ |
| NumDn | Count of falling elements | ✔ |
| NumRiseFall | Length of streak | ✔ |
| NumUp | Count of rising elements | ✔ |
| NumWhiteBlack | Difference of white and black candles | ✔ |
| OBV | On Balance Volume | ✔ |
| peak | Curve peak | |
| peakF | Curve peak, fuzzy | |
| Percentile | Percentile | |
| PercentRank | Percent rank | |
| Pivot | Pivot point | ✔ |
| PlusDI | Plus Directional Indicator | ✔ |
| PlusDM | Plus Directional Movement | ✔ |
| polyfit | Polynomial regression | |
| polynom | Regression polynomial | |
| PPO | Percentage Price Oscillator | ✔ |
| predict | Curve peak / crossover prediction | |
| predictMove | Predict price move by statistics | ✔ |
| predictSeason | Predict price move by seasonal analysis | ✔ |
| ProfitFactor | Ratio of positive to negative returns | ✔ |
| QLSMA | Quadratic Least Squares Moving Average | ✔ |
| R2 | Determination coefficient | |
| Resistance | Resistance line | ✔ |
| RET | Rate of change between two points | ✔ |
| rising | Curve rising | |
| risingF | Curve rising, fuzzy | |
| ROC | Rate of change | ✔ |
| ROCP | Rate of change percentage | ✔ |
| ROCR | Rate of change ratio | ✔ |
| ROCL | Logarithmic return | ✔ |
| ROCR100 | Rate of change ratio, 100 scale | ✔ |
| Roof | Ehlers' roofing filter | ✔ |
| RSI | Relative Strength Index, original | ✔ |
| RSIS | Relative Strength Index, simple MA | ✔ |
| RVI | Ehlers' Relative Vigor Index | ✔ |
| SAR | Parabolic SAR | ✔ |
| SemiMoment | Mean, downside variance, skew, kurtosis | ✔ |
| SentimentLW | Williams' Market Sentiment | ✔ |
| SentimentG | Genesis Sentiment Index | ✔ |
| ShannonEntropy | Randomness metric | ✔ |
| ShannonGain | Expected gain rate | ✔ |
| Sharpe | Sharpe ratio | ✔ |
| SIROC | Smoothed Rate of Change | ✔ |
| slope | Line through minima or maxima | ✔ |
| SMA | Simple Moving Average | ✔ |
| SMAP | Average of positive values | ✔ |
| SMom | Smoothed Momentum | ✔ |
| Smooth | Ehlers' super-smoother | ✔ |
| Sortino | Sortino ratio | ✔ |
| Spearman | Spearman's rank correlation coefficient | ✔ |
| Spectrum | Spectral analysis | |
| StdDev | Standard deviation | ✔ |
| Stoch | Stochastic oscillator | ✔ |
| StochEhlers | Ehlers' predictive stochastic | ✔ |
| StochF | Stochastic Fast | ✔ |
| StochRSI | Stochastic RSI | ✔ |
| Sum | Sum of elements | ✔ |
| SumDn | Sum of falling elements | ✔ |
| SumUp | Sum of rising elements | ✔ |
| Support | Support line | ✔ |
| T3 | Triple smoothed MA | ✔ |
| TEMA | Triple EMA | ✔ |
| touch | Curve touches another | |
| Trima | Triangular Moving Average | ✔ |
| Trix | TEMA rate of change | ✔ |
| TrueRange | True range | ✔ |
| TSF | Time Series Forecast | ✔ |
| TSI | Trend Strength Index | |
| TypPrice | Typical price | ✔ |
| UltOsc | Ultimate Oscillator | ✔ |
| UO | Universal Oscillator | ✔ |
| Variance | Variance | ✔ |
| valley | Curve valley | |
| valleyF | Curve valley, fuzzy | |
| Volatility | Annualized volatility | ✔ |
| VolatilityC | Chaikin Volatility indicator | ✔ |
| VolatilityMM | Min/Max volatility | ✔ |
| VolatilityOV | Empirical volatility | ✔ |
| WCLPrice | Weighted Close Price | ✔ |
| WillR | Williams' Percent Range | ✔ |
| WMA | Weighted Moving Average | ✔ |
| yield | Riskfree interest rate | ✔ |
| ZigZag | ZigZag indicator | ✔ |
| ZMA | Zero-lag Moving Average | ✔ |
Markets & trading |
||
| adviseLong/Short | Machine learning indicator | |
| algo | Select algorithm | |
| asset | Select asset | |
| assetAdd | Add asset to list | |
| assetHistory | Download price history | |
| assetList | Select asset list | |
| assetSource | Set up online data source | |
| assetType | Type of asset | |
| assign | Convert portfolio weights | |
| brokerAccount | Retrieve account status | |
| brokerAsset | Download asset parameters | |
| brokerCommand | Send special command to broker | |
| brokerRequest | Send a REST API request to broker | |
| brokerTrades | Download list of open positons | |
| cancelTrade | Undo trade | |
| combo | Combine options to a combo | ✔ |
| comboAdd | Add option to a combo | |
| comboContract | Return contract of a combo leg | ✔ |
| comboLeg | Select a combo leg | |
| comboLegs | Return number of combo legs | |
| comboMargin | Calculate the margin cost of a combo | ✔ |
| comboStrike | Return strike of given combo leg | ✔ |
| comboPremium | Calculate combo premium | ✔ |
| comboProfit | Calculate combo profit | ✔ |
| comboRisk | Calculate maximum possible loss | ✔ |
| comboType | Detect type of a combo | ✔ |
| contract | Select option/future contract | |
| contractCheck | Check for termination | |
| contractCPD | Price probability analysis | |
| contractDays | Contract duration | |
| contractDelta | Delta value from strike | ✔ |
| contractExercise | Exercise option | |
| contractFind | Find contract by parameter | |
| contractIntrinsic | Intrinsic value | ✔ |
| contractMargin | Calculate contract margin | ✔ |
| contractNext | Next contract in chain | |
| contractPosition | Get current position size | |
| contractPrice | Get current value | |
| contractProfit | Get current profit/loss | |
| contractRecord | Save contract chain to history | ✔ |
| contractRoll | Roll expired contract forward | ✔ |
| contractSellUnderlying | Sell assigned stock from exercised contracts | ✔ |
| contractStrike | Strike value from Delta | ✔ |
| contractUnderlying | Unadjusted underlying price | ✔ |
| contractUpdate | Load contract chain | |
| contractVal | Calculate option value | ✔ |
| contractVol | Calculate implied volatiltiy | ✔ |
| cpd | Predicted price probability | |
| cpdv | Price at given probability | |
| dataDownload | Market data from online source | |
| dataFromCSV | Market data from CSV file | |
| dataFromQuandl | Market reports from Quandl™ | ✔ |
| distribute | Calculate portfolio weights | |
| enterLong/Short | Open position | |
| enterTrade | Add position from template | |
| exitLong/Short | Close one or several positions | |
| exitTrade | Close selected position | |
| for(trades...) | Enumerate trades, assets, algos | |
| frame | Timeframe state | |
| frameSync | Timeframe synchronization | |
| knapsack | Optimize asset amounts | |
| loadStatus | Load system status | |
| login | Connect to broker | |
| loop | Loop through assets/algos | |
| marketVal | Bar value (spread) | |
| marketVol | Bar value (volume) | |
| markowitz | Mean-variance optimization | |
| markowitzReturn | Max return for given variance | |
| markowitzVariance | Min variance for given return | |
| optimize | Optimal parameter value | |
| orderCVD | Order flow analysis | |
| orderUpdate | Read order book | |
| price | Mean price at bar | |
| priceClose | Close at bar | |
| priceHigh | High at bar | |
| priceLow | Low at bar | |
| priceOpen | Open at bar | |
| priceQuote | Enter current price | |
| priceRecord | Save price to history | |
| priceSet | Modify price at bar | |
| results | Statistics of trade results | |
| saveStatus | Save system status | |
| seriesO/H/L/C | Price series | |
| suspended | Trading permission | |
| tradeUpdate | Resize or update trade parameters | |
| tradeUpdatePool | Synchronize virtual and pool trades | |
Math & misc |
||
| abs | Magnitude | |
| aboveF | Fuzzy >= | |
| andF | Fuzzy && (and) | |
| asin | Arc sine | |
| acos | Arc cosine | |
| atan | Arc tangent | |
| atan2 | Arc tangent, high precision | |
| belowF | Fuzzy <= | |
| between | Range check | |
| betweenF | Fuzzy range check | |
| cdf | Gaussian cumulative distribution | |
| ceil | Round up | |
| center | Center about median | |
| changed | Change of value | ✔ |
| clamp | Limits | |
| compress | Scale to +/-100 | |
| cos | Cosine | |
| cosh | Hyperbolic cosine | |
| cum | Accumulation function | ✔ |
| diff | Change since last bar | |
| dnorm | Gaussian probability | |
| equalF | Fuzzy == | |
| erf | Statistical error function | |
| exp | Exponential | |
| filter | 1D covolution filter | |
| fix0 | Safe division | ✔ |
| floor | Round down | |
| fmod | Fractional modulo | |
| fuzzy | Defuzzyfication | |
| genNoise | Random noise | ✔ |
| genSine | Sine wave chirp | ✔ |
| genSquare | Square wave chirp | ✔ |
| hmac | Cryptographic hash | |
| ifelse | Conditional assignment | |
| invalid | Invalid value | |
| log | Logarithm | |
| max | Maximum | |
| min | Minimum | |
| modf | Fractional part | |
| normalize | Normalize to +/-100 | |
| notF | Fuzzy ! (not) | |
| once | First occurrence | |
| orF | Fuzzy || (or) | |
| pow | Nth power, Nth root | |
| qnorm | Gaussian distribution value | |
| random | Random number generator | |
| ref | Value at bar | ✔ |
| renorm | Multiply and normalize | |
| round | Round to next integer | |
| roundto | Round to next step | |
| scale | Center and scale to +/-100 | |
| seed | Random number initialization | |
| sign | Sign | |
| sin | Sine | |
| sinh | Hyperbolic sine | |
| sqrt | Square root | |
| tan | Tangent | |
| tanh | Hyperbolic tangent | |
| valuewhen | Conditional array access | ✔ |
| zscore | Z-Score | |
Time / date |
||
| at | Event at time of day | ✔ |
| barssince | Bars since condition became true | ✔ |
| day | Day of month | |
| dmy | YYYYMMDD to OLE time/date | ✔ |
| dom | Days in month | |
| dow | Day of week | |
| dst | Daylight saving time | |
| hour | UTC hour | |
| ldow | Day of week at time zone | |
| lhour | Hour at time zone | |
| ltod | HHMM at time zone | |
| market | Market open time | |
| minute | Minute | |
| minutesAgo | Bar distance in minutes | |
| minutesWithin | Bar length in minutes | |
| month | Month at given bar | |
| mtu | OLE time/date from Unix time | |
| ndow | N-th weekday of month | |
| nthDay | Date of n-th weekday of month | ✔ |
| second | Second with microseconds | |
| tdm | Trading day of month | |
| timeOffset | Bar at given time | |
| tom | Trading days in month | |
| tod | HHMM time of day | |
| tow | DHHMM time of week | |
| ltow | DHHMM at time zone | |
| utm | Unix time | |
| wdate | OLE time/date | |
| wdateBar | OLE time/date at bar | |
| wdatef | OLE time/date from string | |
| week | Week number | |
| workday | Workday or holiday | |
| year | Year at given bar | |
| ymd | OLE time/date to YYYYMMDD | ✔ |
Data structures |
||
| atof | String to var | |
| atoi | String to int | |
| conv | Convert array or time series | |
| dataAppend | Extend dataset | |
| dataAppendRow | Extend dataset by row | |
| dataChart | Plot dataset content | |
| dataClip | Remove records | |
| dataCol | Extract data column | |
| dataCompress | Remove duplicates | |
| dataFind | Find date/time in dataset | |
| dataLoad | Load dataset | |
| dataInt | Get integer from field | |
| dataMerge | Merge two datasets | |
| dataNew | Create dataset | |
| dataParse | Create dataset from CSV | |
| dataParseJSON | Create OHLC dataset from JSON | |
| dataSave | Save dataset | |
| dataSaveCSV | Save dataset to CSV | |
| dataSet | Set dataset field | |
| dataSize | Get dataset format | |
| dataSort | Sort dataset by date | |
| dataStr | Get string from field | |
| dataVar | Get variable from field | |
| filter | Convolution filter | |
| matrix | Matrix / vector creation | |
| me | Matrix element | |
| matAdd | Matrix addition | |
| matMul | Matrix multiplication | |
| matScale | Matrix scaling | |
| matSet | Matrix copy | |
| matSub | Matrix subtraction | |
| matTrans | Matrix transpose | |
| randomize | Shuffle array or time series | |
| renorm | Normalize array | |
| ref | Reference past value | |
| rev | Reverse array or time series | |
| series | Create time series | |
| sftoa | Convert number to string | |
| shift | Shift array or time series | |
| sortData | Sort array | |
| sortIdx | Create sort index | |
| sortRank | Create ranking list | |
| strcat | Append string | |
| strcmp | Compare strings | |
| strcpy | Copy string | |
| strlen | String length | |
| strstr | Find substring | |
| strchr | Find character | |
| strrchr | Find character from end | |
| strtok | Tokenize string | |
| strvar | Variable from ini string | |
| strtext | Text from ini string | |
| strdate | Time/date to string | |
| strf | Variables to string | |
| strx | Replace substrings | |
| strxc | Replace characters | |
| strmid | Strip string | |
| strcount | Count characters | |
| strw | Wide string | |
| stridx | String to index | |
| strxid | Index to string | |
| strtr | Trade ID string | |
| strcon | Contract ID string | |
| sprintf | Print into string | |
| sscanf | Parse string | |
| ve | Vector element | |
Input / output |
||
| color | Define color range | |
| colorScale | Brighten / darken color | |
| dataParse | Create dataset from CSV | |
| dataParseJSON | Create OHLC dataset from JSON | |
| Send email | ||
| file_append | Append data to end of file | |
| file_appendfront | Append data to begin of file | |
| file_content | Read content of file | |
| file_copy | Copy file | |
| file_date | File date | |
| file_delete | Delete file | |
| file_length | File size | |
| file_next | Read directory | |
| file_read | Read file to string | |
| file_select | Open file dialog box | |
| file_write | Write string to file | |
| ftp_download | Download file from FTP server | |
| ftp_upload | Upload file to FTP server | |
| ftp_getdate | Get file date and size from FTP server | |
| ftp_stop | Stop the current FTP transfer | |
| ftp_size | Size of the received file | |
| ftp_sent | Size of the sent file | |
| ftp_timestamp | Get file timestamp | |
| ftp_status | FTP transfer status | |
| ftp_log | Enables FTP logging | |
| getvar | Get system-wide variable | |
| http_transfer | Load data from website | |
| http_request | Send HTTP request | |
| http_post | Start HTTP POST transfer | |
| http_proxy | Define a proxy server | |
| http_status | HTTP transfer status | |
| http_result | Retrieve received file | |
| http_free | Stop current HTTP transfer | |
| keys | Send keystrokes to window | |
| mouse | Mouse position | |
| msg | Message box | |
| panel | Create user panel from spreadsheet | |
| panelFix | Determine panel scroll area | |
| panelGet | Get data from user panel | |
| panelLoad | Load panel state | |
| panelMerge | Merge cells on panel | |
| panelSave | Save panel state | |
| panelSet | Update user panel or action scrollbox | |
| plot | Plot curve | |
| plotBar | Plot histogram bar | |
| plotBuyHold | Plot a buy-and-hold benchmark | ✔ |
| plotChart | Update histogram | |
| plotContract | Plot option payoff diagram | ✔ |
| plotCorrelogram | Plot autocorrelation histogram | ✔ |
| plotData | Get plot data for export | |
| plotDay | Daily seasonal analysis | ✔ |
| plotDayProfit | Daily profit histogram | ✔ |
| plotGraph | Plot symbol | |
| plotHeatmap | Plot heatmap matrix | ✔ |
| plotHistogram | Plot a general histogram | ✔ |
| plotMAEGraph | Max adverse excursions histogram | ✔ |
| plotMAEPercentGraph | Max adverse excursions in percent | ✔ |
| plotMFEGraph | Max favorable excursion histogram | ✔ |
| plotMFEPercentGraph | Max favorable excursions in percent | ✔ |
| plotMonth | Monthly seasonal analysis | ✔ |
| plotMonthProfit | Monthly profit histogram | ✔ |
| plotPriceProfile | Price difference histogram | ✔ |
| plotQuarterProfit | Quarterly profit histogram | ✔ |
| plotTradeProfile | Profit distribution histogram | ✔ |
| plotWeek | Weekly seasonal analysis | ✔ |
| plotWeekProfit | Weekly profit histogram | ✔ |
| plotWFOCycle | WFO cycle analysis | ✔ |
| plotWFOProfit | Per-cycle profit histogram | ✔ |
| plotYear | Annual seasonal analysis | ✔ |
| printf | Print message | |
| Print to target | ||
| progress | Progress bar | |
| putvar | Set system-wide variable | |
| pyInt | Integer from Python variable | |
| pySet | Send variables to Python | |
| pyStart | Start Python session | |
| pyVar | Double float from Python variable | |
| pyVec | Array from Python variable | |
| pyX | Execute Python code | |
| Rd | Double float from R expression | |
| Ri | Integer from R expression | |
| Rrun | R status | |
| Rset | Send variables to R | |
| Rstart | Start R session | |
| Rv | Array from R expression | |
| Rx | Execute R expression | |
| report | Generate performance report | |
| slider | Slider input | |
| sound | Play WAV file | |
| window | Find active window | |
System |
||
| call | Run function at event | |
| exec | Run external program | |
| free | Free memory area | |
| GetProcAddress | Get DLL function | |
| ignore | Suppress error message | |
| ifelse | Conditional assignment | |
| is | System flag state | |
| isf | Flag state of a variable | |
| LoadLibrary | Open DLL | |
| lock | Protect code against interruption | |
| malloc | Allocate memory area | |
| memcmp | Compare memory | |
| memcpy | Copy memory area | |
| memory | Get memory allocation | |
| memset | Fill memory area | |
| of | Enumerate elements in a loop | |
| once | First condition change | |
| quit | Terminate simulation | |
| realloc | Change memory area | |
| require | Require software version | |
| resf | Reset flag of a variable | |
| set | Set or reset system flag | |
| setf | Set flag of a variable | |
| timer | Performance timer | |
| unlock | Unlock code | |
| version | Software version | |
| wait | Pause | |
| watch | Debugging info | |
| Win32 API | Windows API functions | |
| zalloc | Allocate temporary memory space | |
| zInit | Initialize multiprocess communication | |
| zClose | Stop process | |
| zData | Exchange process information | |
| zOpen | Start process | |
| zStatus | Get process status | |
Optional user-supplied functions |
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| bar | Special bar definition (Renko, Kagi, etc) | |
| click | Button click function | |
| callback | Callback for broker API and messages | |
| cleanup | Run once at the end | |
| error | Run at any error | |
| evaluate | Evaluate strategy results | |
| manage | Trade micromanagement | |
| main | Run once at the begin. | |
| neural | External machine learning and prediction | |
| objective | Parameter optimization target | |
| order | Special order transmission | |
| parameters | Parameter optimization setup | |
| run | Run at any bar | |
| tick | Run at any incoming price | |
| tock | Run at fixed time intervals | |
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